Weighted adaptive minimum variance controller with unknown input coefficient

DOI10.1080/002071797223190MaRDI QIDQ4371305zbMATH OpenOpenAlexFDO

Authors Ruisheng Li, Gangyong Geng

Publication date 14 February 1999

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002071797223190

zbMATH Keywords

adaptive controlminimum variance controllertrackingweighted least squares

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24) Stochastic learning and adaptive control (93E35)

Review text

For an ARMAX model, a weighted least squares algorithm is used to construct a weighted adaptive minimum variance controller. It is shown that the closed loop system is stable and the general adaptative tracking is asymptotically optimal. Some simulation results are given.

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